Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (Q934146)
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scientific article; zbMATH DE number 5304709
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| English | Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems |
scientific article; zbMATH DE number 5304709 |
Statements
Uniqueness results for boundary value problems arising from finite fuel and other singular and unbounded stochastic control problems (English)
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29 July 2008
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degenerate second order Hamilton-Jacobi equations
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viscosity solutions
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singular and unbounded stochastic control problems
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0.91438234
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0.91137826
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0.8923643
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0.8885876
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0.88852435
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0.8878284
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0.8877289
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0.88658506
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